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<div class="textblock"><code>#include &lt;gsl/gsl_vector.h&gt;</code><br/>
<code>#include &lt;gsl/gsl_matrix.h&gt;</code><br/>
<code>#include &lt;gsl/gsl_blas.h&gt;</code><br/>
<code>#include &lt;gsl/gsl_math.h&gt;</code><br/>
<code>#include &lt;gsl/gsl_linalg.h&gt;</code><br/>
<code>#include &quot;<a class="el" href="ukf__math_8h_source.html">ukf_math.h</a>&quot;</code><br/>
</div>
<p><a href="ukf__types_8h_source.html">Go to the source code of this file.</a></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structukf_1_1parameter_1_1ukf__param.html">ukf::parameter::ukf_param</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Structure holding the parameters of the Unscented Kalman Filter.  <a href="structukf_1_1parameter_1_1ukf__param.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structukf_1_1parameter_1_1ukf__scalar__state.html">ukf::parameter::ukf_scalar_state</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Pointer to the function to approximate in the scalar case.  <a href="structukf_1_1parameter_1_1ukf__scalar__state.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structukf_1_1parameter_1_1ukf__state.html">ukf::parameter::ukf_state</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Structure holding the matrices manipulated by the unscented kalman filter in the vectorial case, for Parameter estimation.  <a href="structukf_1_1parameter_1_1ukf__state.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1parameter_1_1EvolutionNoise.html">ukf::parameter::EvolutionNoise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Mother class from which the evolution noises inherit.  <a href="classukf_1_1parameter_1_1EvolutionNoise.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1parameter_1_1EvolutionAnneal.html">ukf::parameter::EvolutionAnneal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Annealing type evolution noise.  <a href="classukf_1_1parameter_1_1EvolutionAnneal.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1parameter_1_1EvolutionRLS.html">ukf::parameter::EvolutionRLS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Forgetting type evolution noise.  <a href="classukf_1_1parameter_1_1EvolutionRLS.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html">ukf::parameter::EvolutionRobbinsMonro</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Robbins-Monro evolution noise.  <a href="classukf_1_1parameter_1_1EvolutionRobbinsMonro.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structukf_1_1state_1_1ukf__param.html">ukf::state::ukf_param</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Structure holding the parameters of the statistical linearization.  <a href="structukf_1_1state_1_1ukf__param.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structukf_1_1state_1_1ukf__state.html">ukf::state::ukf_state</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Structure holding the matrices manipulated by the statistical linearization in the vectorial case for state estimation.  <a href="structukf_1_1state_1_1ukf__state.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1state_1_1EvolutionNoise.html">ukf::state::EvolutionNoise</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Mother class from which the evolution noises inherit.  <a href="classukf_1_1state_1_1EvolutionNoise.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1state_1_1EvolutionAnneal.html">ukf::state::EvolutionAnneal</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Annealing type evolution noise.  <a href="classukf_1_1state_1_1EvolutionAnneal.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1state_1_1EvolutionRLS.html">ukf::state::EvolutionRLS</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Forgetting type evolution noise.  <a href="classukf_1_1state_1_1EvolutionRLS.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="classukf_1_1state_1_1EvolutionRobbinsMonro.html">ukf::state::EvolutionRobbinsMonro</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Robbins-Monro evolution noise.  <a href="classukf_1_1state_1_1EvolutionRobbinsMonro.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structukf_1_1srstate_1_1ukf__param.html">ukf::srstate::ukf_param</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Structure holding the parameters of the statistical linearization.  <a href="structukf_1_1srstate_1_1ukf__param.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">struct &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="structukf_1_1srstate_1_1ukf__state.html">ukf::srstate::ukf_state</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft">&#160;</td><td class="mdescRight">Structure holding the matrices manipulated by the statistical linearization in the vectorial case for state estimation.  <a href="structukf_1_1srstate_1_1ukf__state.html#details">More...</a><br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
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Namespaces</h2></td></tr>
<tr class="memitem:namespaceukf"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf.html">ukf</a></td></tr>
<tr class="memdesc:namespaceukf"><td class="mdescLeft">&#160;</td><td class="mdescRight">In this section we implement the Unscented Kalman Filter for parameter estimation and Joint UKF involving the Scaled Unscented Transform detailed in Van der Merwe PhD Thesis. <br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:namespaceukf_1_1parameter"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1parameter.html">ukf::parameter</a></td></tr>
<tr class="memdesc:namespaceukf_1_1parameter"><td class="mdescLeft">&#160;</td><td class="mdescRight">UKF for parameter estimation. The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p93, PhD, van Der Merwe. <br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:namespaceukf_1_1state"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1state.html">ukf::state</a></td></tr>
<tr class="memdesc:namespaceukf_1_1state"><td class="mdescLeft">&#160;</td><td class="mdescRight">UKF for state estimation, additive noise case The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p108, PhD, van Der Merwe. <br/></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:namespaceukf_1_1srstate"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf_1_1srstate.html">ukf::srstate</a></td></tr>
<tr class="memdesc:namespaceukf_1_1srstate"><td class="mdescLeft">&#160;</td><td class="mdescRight">MUST NOT BE USED !!!!!!! Square root UKF for state estimation, additive noise case The notations follow "Sigma-Point Kalman Filters for Probabilistic Inference in Dynamic State-Space Models",p115, PhD, van Der Merwe. <br/></td></tr>
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Enumerations</h2></td></tr>
<tr class="memitem:a7f64aeb620f9ab22857c499e80db46ac"><td class="memItemLeft" align="right" valign="top">enum &#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46ac">ukf::ProcessNoise</a> { <a class="el" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46aca17ae6619707ee6def4c7b41e7502a270">ukf::UKF_PROCESS_FIXED</a>, 
<a class="el" href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46acab64d3a664525ca6b963f20162ed6f1bd">ukf::UKF_PROCESS_RLS</a>
 }</td></tr>
<tr class="memdesc:a7f64aeb620f9ab22857c499e80db46ac"><td class="mdescLeft">&#160;</td><td class="mdescRight">The different types of implemented process noise for UKF state estimation.  <a href="namespaceukf.html#a7f64aeb620f9ab22857c499e80db46ac">More...</a><br/></td></tr>
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